CSV  Discuss (3)

Strategy Settings

parameters
"
symbol
"NULL"
takeProfit
100
stopLoss
100
trailingStop
3
moneyManagement
true
lot
0.1
barExecution
false
enterAgain
true
waitForOppositeSign...
false
allowTrading
true
allowBuy
true
allowSell
true
pendingDist
0
stopLossAutoAdjustm...
true
+9.94M%

4.93%
323.95%
Drawdown: 14.13%

Balance: $49,723,728.42
Highest: (Dec 26) $49,725,728.42
Profit: $49,723,228.42
Deposits: $500.00

Test Started: May 05, 2003
Test Ended: Dec 30, 2003
Timeframe: 1 Minute

Model Type: Every Tick
Added: Jul 08, 2014 at 02:55
Loading, please wait...
Trades: 1,688
Profitability:
Pips: 8,742.3
Average Win: 8.69 pips / $51,337.44
Average Loss: -7.78 pips / -$51,258.02
Lots: 1,104,187.23
Commissions: 0
Longs Won: (413/521) 79%
Shorts Won: (915/1,167) 78%
Best Trade ($): (Oct 03) 887,000.00
Worst Trade ($): (Nov 06) -175,000.00
Best Trade (Pips): (Jun 09) 101.0
Worst Trade (Pips): (Nov 06) -17.5
Avg. Trade Length: 10m
Profit Factor: 3.69
Standard Deviation: $87,329.23
Sharpe Ratio 0.40
Z-Score (Probability): -2.32 (-106.05%)
Expectancy 5.2 Pips / $29,456.89
AHPR: 0.70%
GHPR: 0.68%
Loading, please wait...
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades 970 873 776 679 582 485 388 291 194 97
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Trading Activity (1688)

Open Date Close date Symbol Action Lots SL TP Open Price Close Price Pips Profit Duration Change
12.30.2003 21:46 12.30.2003 21:50 GBPUSD Buy 1000.00 - - 1.77562 1.7759 2.8 28,000.00 4m 0.06%
12.30.2003 06:01 12.30.2003 06:02 GBPUSD Buy 1000.00 - - 1.77453 1.77456 0.3 3,000.00 1m 0.01%
12.29.2003 22:02 12.29.2003 22:06 GBPUSD Sell 1000.00 - - 1.77365 1.77341 2.4 24,000.00 4m 0.05%
12.29.2003 22:01 12.29.2003 22:02 GBPUSD Sell 1000.00 - - 1.77385 1.77352 3.3 33,000.00 1m 0.07%
12.29.2003 15:58 12.29.2003 16:05 GBPUSD Buy 1000.00 - - 1.77113 1.77023 -9.0 -90,000.00 7m -0.18%
12.26.2003 15:25 12.26.2003 15:26 GBPUSD Sell 1000.00 - - 1.7744 1.77415 2.5 25,000.00 1m 0.05%
12.26.2003 10:45 12.26.2003 10:51 GBPUSD Sell 1000.00 - - 1.77252 1.77199 5.3 53,000.00 6m 0.11%
12.25.2003 23:22 12.25.2003 23:31 GBPUSD Buy 1000.00 - - 1.76974 1.77446 47.2 472,000.00 9m 0.96%
12.25.2003 14:55 12.25.2003 15:05 GBPUSD Buy 1000.00 - - 1.7734 1.77405 6.5 65,000.00 10m 0.13%
12.25.2003 08:29 12.25.2003 08:37 GBPUSD Buy 1000.00 - - 1.7734 1.77454 11.4 114,000.00 8m 0.23%
12.25.2003 06:43 12.25.2003 06:54 GBPUSD Sell 1000.00 - - 1.7755 1.775 5.0 50,000.00 11m 0.10%
12.25.2003 06:12 12.25.2003 06:17 GBPUSD Sell 1000.00 - - 1.7754 1.77461 7.9 79,000.00 5m 0.16%
12.24.2003 13:59 12.24.2003 14:01 GBPUSD Sell 1000.00 - - 1.77174 1.7717 0.4 4,000.00 2m 0.01%
12.24.2003 12:00 12.24.2003 12:01 GBPUSD Sell 1000.00 - - 1.7683 1.76773 5.7 57,000.00 1m 0.12%
12.24.2003 06:00 12.24.2003 06:04 GBPUSD Sell 1000.00 - - 1.76539 1.76496 4.3 43,000.00 4m 0.09%
12.24.2003 04:21 12.24.2003 04:24 GBPUSD Sell 1000.00 - - 1.7641 1.76407 0.3 3,000.00 3m 0.01%
12.23.2003 12:21 12.23.2003 12:25 GBPUSD Sell 1000.00 - - 1.76647 1.76486 16.1 161,000.00 4m 0.33%
12.23.2003 11:19 12.23.2003 11:23 GBPUSD Sell 1000.00 - - 1.76495 1.7647 2.5 25,000.00 4m 0.05%
12.23.2003 06:17 12.23.2003 06:20 GBPUSD Buy 1000.00 - - 1.76348 1.76423 7.5 75,000.00 3m 0.15%
12.23.2003 03:53 12.23.2003 04:06 GBPUSD Sell 1000.00 - - 1.76448 1.76407 4.1 41,000.00 13m 0.08%

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